If one reader says something, you probably don't need to worry too much. If all your readers say the same thing, you need to sit up and pay attention.

Like Ironmikezero said, there's nothing wrong with ambiguity if that is what you're going for. What I think the problem might be here is that not everything is ambiguous. If you have some ghosts that are "real" so to speak and others who are not, that may be leading to some confusion among your readers. If in one story, it's obvious that the ghost is real, they may be going into the next story with that expectation in mind and then become confused when they encounter something different.

Have you tried asking readers to read only one or two similarly themed stories? If not, try it out and see if you get similar comments.

I don't necessarily think it's a bad thing to have the different takes on ghost stories together, but maybe it would help if you include a foreword in the book that sets it up for the reader.

Whatever you do, don't stop writing what's calling to you. Even if it never sees the light of day, you need to follow your interests and forget about everyone else. If you're passionate about what you're writing, it will show in your work. If you aren't, that will show as well.

Good luck!